Answered with a tutorial: https://grabcad.com/tutorials/how-to-create-3d-cutaways-with-keyshot-renderings
You need another software..... Probs better with Photoshop but could also use Gimp as it if free and a few others.
No problem do it with KeyShot :)
Use special map in "opacity" directory ( material editing resume).
In exemple: use map (bmp) like black circle in white background. You'll see, where is the black color, it becomes transparent, but white - not. :)
In this way, you can create your own window :D
p.s. opacity mode use as color, type use as box map.
Good creativity! :)